+678.9%
STM vs CVE
+159.5%
+519.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +5.8% | +2.5% | +3.3% | +5.1% |
| 30D | -1.0% | +16.7% | -17.7% | -5.0% |
| 3M | -33.3% | +9.3% | -42.5% | -35.1% |
| 6M | +57.4% | +43.6% | +13.8% | +41.7% |
| YTD | +102.2% | +93.6% | +8.6% | +68.0% |
| 1Y | +99.6% | +98.8% | +0.8% | +64.0% |
| 3Y | +14.5% | +73.6% | -59.1% | -4.5% |
| 5Y | +21.4% | +312.5% | -291.1% | -21.1% |
| All | +678.9% | +159.5% | +519.5% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling